BVT Call 140 TER 21.02.2025
/ DE000VG1VPU6
BVT Call 140 TER 21.02.2025/ DE000VG1VPU6 /
| 1/24/2025 7:44:18 PM |
Chg.-0.010 |
Bid9:41:05 PM |
Ask9:41:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-2.63% |
0.360
Bid Size: 68,000 |
0.380
Ask Size: 68,000 |
Teradyne Inc |
140.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
VG1VPU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
12/27/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.42 |
| Parity: |
-0.78 |
| Time value: |
0.45 |
| Break-even: |
138.91 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
2.36 |
| Spread abs.: |
0.02 |
| Spread %: |
4.65% |
| Delta: |
0.38 |
| Theta: |
-0.13 |
| Omega: |
10.56 |
| Rho: |
0.03 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.370 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.32% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-5.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.380 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
1.000 |
| Low (YTD): |
1/23/2025 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.532 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |